+1,861.5%
PGR vs SSNC
+1,034.4%
+827.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -0.6% | -4.0% | +3.4% | +0.5% |
| 30D | +4.9% | +0.5% | +4.4% | +4.8% |
| 3M | +7.6% | +18.9% | -11.3% | +2.5% |
| 6M | +8.3% | +10.8% | -2.6% | +4.8% |
| YTD | +1.7% | -7.1% | +8.9% | +3.0% |
| 1Y | -6.8% | -9.6% | +2.8% | -5.1% |
| 3Y | +73.4% | +51.1% | +22.4% | +52.3% |
| 5Y | +161.2% | +19.7% | +141.6% | +141.1% |
| 10Y | +819.5% | +172.3% | +647.2% | +558.0% |
| All | +1,861.5% | +1,034.4% | +827.0% | +807.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling